Anic Equity¶

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Total return since start: 0.567 %¶

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Equity now: -----------------------------> 47870.65 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46475.69 Kr¶

PnL: ---------------------------------------> -412.88 Kr¶

DD now: ---------------------------------> -1.561 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 11:42:57.133413'

Anic Portfolio¶

Today¶

Return: -0.236 %¶

This Week¶

Return: -0.088 %¶

Total¶

Return: 56.716 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -1.300000 3166.800000 195.800000 6.590000 2971.000006
HEBA B 70 -1.970000 2782.500000 146.500000 5.560000 2636.000010
FM Mattsson Mora Group B 50 1.350000 3000.000000 73.000000 2.490000 2927.000000
Corem Property Group B 59 -0.280000 631.300000 54.300000 9.410000 576.999999
AcadeMedia 12 0.400000 604.800000 47.800000 8.580000 557.000004
MedCap 2 0.000000 465.000000 44.000000 10.450000 421.000000
Resurs Holding 22 0.840000 608.740000 34.740000 6.050000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -1.960000 389.200000 34.200000 9.630000 355.000000
HMS Networks 2 -1.560000 706.000000 33.000000 4.900000 673.000000
SAAB B 8 0.140000 3408.000000 31.000000 0.920000 3377.000000
Boozt 12 -0.280000 1683.600000 29.600000 1.790000 1653.999996
Norva24 Group 16 -0.280000 563.200000 20.200000 3.720000 543.000000
Intrum 4 -0.590000 543.200000 16.200000 3.070000 527.000000
Securitas B 6 0.890000 585.120000 15.120000 2.650000 570.000000
Swedbank A 3 1.790000 578.700000 14.700000 2.610000 564.000000
Eastnine 4 -0.630000 505.600000 14.600000 2.970000 491.000000
Coor Service Management Hold. 8 -0.370000 544.800000 12.800000 2.410000 532.000000
Fastighetsbolag. Emilshus Pref 21 -0.910000 571.200000 9.200000 1.640000 562.000005
OEM International B 7 -1.670000 535.500000 7.500000 1.420000 527.999997
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
CTEK 13 0.310000 538.330000 4.330000 0.810000 533.999999
Handelsbanken A 5 0.500000 548.750000 2.750000 0.500000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -1.060000 246.240000 0.240000 0.100000 246.000000
Creaspac SPAC 6 -0.100000 576.000000 -1.000000 -0.170000 577.000002
Nordea Bank Abp 29 0.250000 3452.740000 -1.260000 -0.040000 3453.999992
Midsona B 63 0.000000 569.520000 -13.480000 -2.310000 582.999984
Essity B 2 -1.030000 557.400000 -16.600000 -2.890000 574.000000
International Petroleum Corp. 5 -2.610000 560.000000 -34.570000 -5.810000 594.565215
Essity A 4 -1.590000 1114.000000 -35.000000 -3.050000 1149.000000
Sampo Oyj SDB 7 -0.910000 3808.000000 -42.000000 -1.090000 3850.000000
Vivesto 1368 -0.890000 546.650000 -66.350000 -10.820000 612.999432
Axfood 13 -0.640000 3637.400000 -118.600000 -3.160000 3756.000001
Fasadgruppen Group 35 2.100000 3570.000000 -241.000000 -6.320000 3810.999990
OX2 18 -1.440000 1419.300000 -244.700000 -14.710000 1663.999992
Ovzon 52 0.180000 2917.200000 -444.800000 -13.230000 3361.999992
TOTAL 46475.690000 -412.880000 -1.56126% 46888.564618

Updated:¶

'2023-01-24 11:43:09.731845'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶